+193.0%
ARM vs ECL
+76.0%
+117.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.0% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -30.0% | +8.8% | -38.9% | -32.0% |
| 3M | -34.1% | +7.8% | -41.9% | -35.9% |
| 6M | -12.6% | +21.3% | -34.0% | -20.4% |
| YTD | +70.4% | +17.8% | +52.6% | +58.7% |
| 1Y | +22.3% | +21.1% | +1.2% | +12.0% |
| 3Y | +261.2% | +80.1% | +181.1% | +202.2% |
| All | +193.0% | +76.0% | +117.0% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling